Bucci, F.; Mastromatteo, I.; Eisler, Z.; Lillo, F.; Bouchaud, J.-P.; Lehalle, C.-A., Co-impact: crowding effects in institutional trading activity, «QUANTITATIVE FINANCE», 2020, 20, pp. 193 - 205 [Scientific article]Open Access
Tripodi G.; Chiaromonte F.; Lillo F., Knowledge and social relatedness shape research portfolio diversification, «SCIENTIFIC REPORTS», 2020, 10, Article number: 14232 , pp. 1 - 12 [Scientific article]Open Access
Mazzarisi P.; Zaoli S.; Lillo F.; Delgado L.; Gurtner G., New centrality and causality metrics assessing air traffic network interactions, «JOURNAL OF AIR TRANSPORT MANAGEMENT», 2020, 85, Article number: 101801 , pp. 1 - 9 [Scientific article]Open Access
Mazzarisi P.; Zaoli S.; Campajola C.; Lillo F., Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2020, 121, Article number: 104022 , pp. 1 - 20 [Scientific article]Open Access
Campajola C.; Lillo F.; Tantari D., Unveiling the relation between herding and liquidity with trader lead-lag networks, «QUANTITATIVE FINANCE», 2020, 20, pp. 1765 - 1778 [Scientific article]Open Access
Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra, Why Are Learned Indexes So Effective?, in: International Conference on Machine Learning, 2020, 119, pp. 3123 - 3132 (atti di: International Conference on Machine Learning, Virtuale (originariamente Vienna), 12-18 Luglio 2020) [Contribution to conference proceedings]Open Access
Cresci, Stefano; Lillo, Fabrizio; Regoli, Daniele; Tardelli, Serena; Tesconi, Maurizio, Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter, «ACM TRANSACTIONS ON THE WEB», 2019, 13, Article number: 11 , pp. 1 - 27 [Scientific article]
Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio, Clusters of investors around initial public offering, «PALGRAVE COMMUNICATIONS», 2019, 5, pp. 129 - 142 [Scientific article]Open Access
Letizia, Elisa; Lillo, Fabrizio, Corporate payments networks and credit risk rating, «EPJ DATA SCIENCE», 2019, 8, pp. 21 - 49 [Scientific article]Open Access
Schneider, M.; Lillo, F., Cross-impact and no-dynamic-arbitrage, «QUANTITATIVE FINANCE», 2019, 19, pp. 137 - 154 [Scientific article]
Bucci, Frédéric; Benzaquen, Michael; Lillo, Fabrizio; Bouchaud, Jean-Philippe, Crossover from Linear to Square-Root Market Impact, «PHYSICAL REVIEW LETTERS», 2019, 122, Article number: 108302 , pp. 108302 - 108306 [Scientific article]
Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio, Detectability of macroscopic structures in directed asymmetric stochastic block model, «PHYSICAL REVIEW. E», 2019, 99, pp. 1 - 9 [Scientific article]
Williams, Oliver E; Lillo, Fabrizio; Latora, Vito, Effects of memory on spreading processes in non-Markovian temporal networks, «NEW JOURNAL OF PHYSICS», 2019, 21, pp. 043028 - 043038 [Scientific article]Open Access
Lillo, Fabrizio; Ruggieri, Salvatore, Estimating the Total Volume of Queries to Google, in: WWW '19: The World Wide Web Conference, New York, Association for Computing Machinery, 2019, pp. 1051 - 1060 (atti di: WWW '19: The World Wide Web Conference, San Francisco (USA), 13-17 Maggio 2019) [Contribution to conference proceedings]Open Access
Campajola C.; LILLO, FABRIZIO; Tantari D., Inference of the kinetic Ising model with heterogeneous missing data, «PHYSICAL REVIEW. E», 2019, 99, Article number: 062138 , pp. 1 - 12 [Scientific article]Open Access
